Safety Insurance Group In... (SAFT)
NASDAQ: SAFT
· Real-Time Price · USD
73.94
-1.02 (-1.36%)
At close: Sep 12, 2025, 3:59 PM
73.94
0.00%
After-hours: Sep 12, 2025, 04:57 PM EDT
SAFT Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for SAFT across all expirations is 112.72 shares per 1% move, with 124.01 from calls and 11.29 from puts. The put-call GEX ratio of 0.09 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
SAFT GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 20.39 | -5.75 | 14.64 | 0.28 |
| Oct 17, 25 | 3.01 | 0 | 3.01 | 0.00 |
| Nov 21, 25 | 25.52 | -1.52 | 24 | 0.06 |
| Feb 20, 26 | 75.09 | -4.02 | 71.07 | 0.05 |